arXiv subjects

Subhrajit Sinha

Publications and source records attributed to Subhrajit Sinha.

25 records · Page 2Linked to original sources

arXiv2019

Online Learning of Dynamical Systems: An Operator Theoretic Approach

In this paper, we provide an algorithm for online computation of Koopman operator in real-time using streaming data. In recent years, there has been an increased interest in data-driven analysis of dynamical systems, with operator theoretic techniques being the most popular. Existing algorithms, like Dynamic Mode Decomposition (DMD) and Extended Dynamic Mode Decomposition (EDMD), use the entire data set for computation of the Koopman operator. However, many real life applications like power system analysis, biological systems, building systems etc. requires the real-time computation and updating of the Koopman operator, as new data streams in. In this paper, we propose an iterative algorithm for online computation of Koopman operator such that at each time step the Koopman operator is updated incrementally. In particular, we propose a Recursive Extended Dynamic Decomposition (rEDMD) algorithm for computation of Koopman operator from streaming data. Further, we test the algorithm in three different dynamical systems, namely, a linear system, a nonlinear system and a system governed by a Partial Differential Equation (PDE) and illustrate the computational efficiency of the iterative algorithm over the existing DMD and EDMD algorithms.

eess.SY↗

arXiv2019

A data-driven method for quantifying the impact of a genetic circuit on its host

Genetic circuits are designed to implement certain logic in living cells, keeping burden on the host cell minimal. However, manipulating the genome often will have a significant impact for various reasons (usage of the cell machinery to express new genes, toxicity of genes, interactions with native genes, etc.). In this work we utilize Koopman operator theory to construct data-driven models of transcriptomic-level dynamics from noisy and temporally sparse RNAseq measurements. We show how Koopman models can be used to quantify impact on genetic circuits. We consider an experimental example, using high-throughput RNAseq measurements collected from wild-type E. coli, single gate components transformed in E. coli, and a NAND circuit composed from individual gates in E. coli, to explore how Koopman subspace functions encode increasing circuit interference on E. coli chassis dynamics. The algorithm provides a novel method for quantifying the impact of synthetic biological circuits on host-chassis dynamics.

math.DS↗

arXiv2019

On Computation of Koopman Operator from Sparse Data

In this paper we propose a novel approach to compute the Koopman operator from sparse time series data. In recent years there has been considerable interests in operator theoretic methods for data-driven analysis of dynamical systems. Existing techniques for the approximation of the Koopman operator require sufficiently large data sets, but in many applications, the data set may not be large enough to approximate the operators to acceptable limits. In this paper, using ideas from robust optimization, we propose an algorithm to compute the Koopman operator from sparse data. We enrich the sparse data set with artificial data points, generated by adding bounded artificial noise and and formulate the noisy robust learning problem as a robust optimization problem and show that the optimal solution is the Koopman operator with smallest error. We illustrate the efficiency of our proposed approach in three different dynamical systems, namely, a linear system, a nonlinear system and a dynamical system governed by a partial differential equation.

math.DS↗

arXiv2018

On Information Transfer Based Characterization of Power System Stability

In this paper, we present a novel approach to identify the generators and states responsible for the small-signal stability of power networks. To this end, the newly developed notion of information transfer between the states of a dynamical system is used. In particular, using the concept of information transfer, which characterizes influence between the various states and a linear combination of states of a dynamical system, we identify the generators and states which are responsible for causing instability of the power network. While characterizing influence from state to state, information transfer can also describe influence from state to modes thereby generalizing the well-known notion of participation factor while at the same time overcoming some of the limitations of the participation factor. The developed framework is applied to study the three bus system identifying various cause of instabilities in the system. The simulation study is extended to IEEE 39 bus system.

eess.SY↗

arXiv2018

On Information Transfer in Control Dynamical Systems

In this paper, we show through examples, how the existing definitions of information transfer, namely directed information and transfer entropy fail to capture true causal interaction between states in control dynamical system. We propose a new definition of information transfer, based on the ideas from dynamical system theory, and show that this new definition can capture true causal interaction between states. The information transfer measure is generalized to define transfers between the various signals in a control dynamical system and analytical expression for information transfer between state-to-state, input-to-state, state-to-output, and input-to-output are provided for linear systems. There is a natural extension of our proposed definition to define information transfer over $n$ time steps and average information transfer over infinite time step. We show that the average information transfer in feedback control system between plant output and input is equal to the entropy of the open loop dynamics thereby re-deriving the Bode fundamental limitation results using the proposed definition of transfer.

math.OC↗

arXiv2018

On Data-Driven Computation of Information Transfer for Causal Inference in Dynamical Systems

In this paper, we provide a novel approach to capture causal interaction in a dynamical system from time-series data. In \cite{sinha_IT_CDC2016}, we have shown that the existing measures of information transfer, namely directed information, granger causality and transfer entropy fail to capture true causal interaction in dynamical system and proposed a new definition of information transfer that captures true causal interaction. The main contribution of this paper is to show that the proposed definition of information transfer in \cite{sinha_IT_CDC2016}\cite{sinha_IT_ICC} can be computed from time-series data. We use transfer operator theoretic framework involving Perron-Frobenius and Koopman operators for the data-driven approximation of the system dynamics and for the computation of information transfer. Several examples involving linear and nonlinear system dynamics are presented to verify the efficiency of the developed algorithm.

math.OC↗

arXiv2018

On Robust Computation of Koopman Operator and Prediction in Random Dynamical Systems

In the paper, we consider the problem of robust approximation of transfer Koopman and Perron-Frobenius (P-F) operators from noisy time series data. In most applications, the time-series data obtained from simulation or experiment is corrupted with either measurement or process noise or both. The existing results show the applicability of algorithms developed for the finite dimensional approximation of deterministic system to a random uncertain case. However, these results hold true only in asymptotic and under the assumption of infinite data set. In practice the data set is finite, and hence it is important to develop algorithms that explicitly account for the presence of uncertainty in data-set. We propose a robust optimization-based framework for the robust approximation of the transfer operators, where the uncertainty in data-set is treated as deterministic norm bounded uncertainty. The robust optimization leads to a min-max type optimization problem for the approximation of transfer operators. This robust optimization problem is shown to be equivalent to regularized least square problem. This equivalence between robust optimization problem and regularized least square problem allows us to comment on various interesting properties of the obtained solution using robust optimization. In particular, the robust optimization formulation captures inherent tradeoffs between the quality of approximation and complexity of approximation. These tradeoffs are necessary to balance for the proposed application of transfer operators, for the design of optimal predictor. Simulation results demonstrate that our proposed robust approximation algorithm performs better than the Extended Dynamic Mode Decomposition (EDMD) and DMD algorithms for a system with process and measurement noise.

math.OC↗